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Monday,
26/03/2007 |
Session 1 Chair: Wolfhard Hansen, University
of Bielefeld, Germany
11h-11h50: Tusheng Zhang , University of Manchester, UK
Boundary value problems for elliptic operators with measurable
coefficients
11h50-12h40: Marta-Sanz-Solé, University of Barcelone,
Spain
Large Deviations for Fractional Chaos in Sharp Norms
12h40-14h10: Lunch
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Session 2 Chair: Eckhard Platen, University
of Technology, Sydney, Australia
14h10-15h00: Henri Schurz, Southern Illinois
University, USA
An Axiomatic Approach to Numerical Analysis of Nonanticipative
Stochastic Processes and SDEs
15h00-1550h: Youssef Ouknine, University of Cadi Ayyad, Marrakech,
Morocco
Generalized Filippov Solutions and Stochastic Differential
Equations
15h50-16h10: Coffee Break |
Session 3 Chair: Dominique Bakry, University
of Toulouse III , France
16h10-16h40: Eugene Popa, University Al.I. Cuza Iasi, Romania
The generator for semidynamical systems in duality
16h40-17h10: Lotfi Riahi , University of Tunis, Tunisia.
Dirichlet Green functions for parabolic operators with singular
lower-order terms
17h10-17h40: Raluca Balan, University of Ottawa,
Canada
The stochastic heat equation driven by Gaussian noise: Markov
property
17h40-18h10: Seid Bahlali, University Med Khider, Algeria
Stochastic maximum principle for singular control problems
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Session 4 Chair: Marta-Sanz-Solé,
University of Barcelone, Spain
8h30-9h20: Wolfhard Hansen, University of
Bielefeld, Germany
Convexity of limits of harmonic measures
9h20-10h10: Dominique Bakry, University of Toulouse III ,
France
An overlook on functional inequalities
10h10-10h40: Coffee Break |
Session 5 Chair: Youssef Ouknine, University
of Cadi Ayyad, Marrakech, Morocco
10h40-11h30: Zhen Qing Chen, University of
Washington, USA
Discrete Approximations to Reflected Brownian Motion
11h30-12h00: Anis Matoussi, University of
Lemans, France
Maximum Principle And Comparison Results for Quasilinear Stochastic
PDE’s
12h00-12h30:
Laure Coutin, University Paul
Sabatier Toulouse, France
Mouvement Brownien Fractionnaire, Trajectoires Rugueuses et
Equations Différentielles
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Session 6 Chair: Tusheng Zhang , University
of Manchester, UK
14h10-15h00: Henri Schurz, Southern Illinois
University, USA
Nonlinear Stochastic Wave Equations in R1 with Q-Regular
Space-White-in-Time Noise
15h00-15h50: Brahim Mezerdi, University Mohamed Khider, Algeria
On some aspects of stochastic control
15h50-16h10: Coffee Break |
Session 7 Chair: Said Hamadene, University
of Lemans, France
16h10-16h40: Akdim Khadija, University Cadi
Ayyad Marrakech, Morocco
Backward stochastic differential equation with jumps and oblique
reflection
16h40-17h10: Luis Quer Sardanyons, Universitat
Autonoma de Barcelona, Spain
The 1-d stochastic wave equation driven by a fractional Brownian
sheet
17h10-17h40: Djellab Natalia, University of
Annaba, Algeria
On the decomposition property of M/G/1 queues with repeated
attempts
17h40-18h10: Rebiha Zeghdane, University of
Bordj BouArreridj, Algeria
Weak approximations for stochastic differential equations
18h10-18h40: Yassine El Qalli, University
Cadi Ayyad Marrakech, Morocco
Affine realizations of the dynamics of the futures prices
Poster Ameen J Alawneh, Jordan University of Sciences &
Technology, Irbid, Jordan
Steady State Probabilities of Three Preemptive Queuing System
Using Direct Approach
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Wednesday,
28/03/2007 |
Session 8 Chair: Bernard Roynette, University
of Henri Poincaré, Nancy, France
8h30-9h20: Said Hamadene, University of Lemans,
France
Two Barrier Reflected BSDEs with Quadratic Growth Coefficients
and Applications
9h20-10h10: Kohur Gowrisankaran, McGill University, Canada
Jensen Measures for Multiply Superharmonic Functions
10h10-10h30: Coffee Break |
Session 9 Chair: Henri Schurz, Southern
Illinois University, USA
10h30-11h20: Klaus Janssen, University of
Dusseldorf, Germany
Choquet-type integral representation for space-time excessive
functions
11h20-12h10: Lucian Beznea, University of
Bucharest , Romania
Markov Processes Associated With Resolvents, Applications
to Stochastic Differential Equations on Hilbert Space
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Session10 Chair:
Zhen Qing Chen, University
of Washington, USA
8h30-9h20: Henri Schurz, Southern Illinois
University, USA
From Basics of Stochastic Alpha-Calculus and Stability Analysis
9h20-10h10: Eckhard Platen, University of
Technology, Sydney, Australia
Numerical solution of stochastic differential equations with
jumps
10h10-10h40: Coffee Break |
Session 11 Chair: Klaus Janssen, University
of Dusseldorf, Germany
10h40-11h30:
Bernard Roynette, University of Henri Poincaré, Nancy,
France Brownian Penalizations
11h30-12h00: Khaled Bahlali, University of
Toulon, France
Existence of solutions to FBSDEs with almost quadratic growth
generator.
Applications to PDEs.
12h00-12h30: Ciprian Tudor, University Paris I, France
Donsker type theorem for fractional processes
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Session 12 Chair: Kohur Gowrisankaran,
McGill University, Canada
14h20-14h50: Mhammed Eddahbi, University of Cadi Ayyad, Marrakech,
Morocco
Fractional SPDEs Driven by Spatially Correlated Noise :
Existence of The Solution and Smoothness of Its Density
14h50-15h40: Ivan Netuka, Chasles University, Czech Republic
Potential Theory Of The Farthest Point Distance Function |
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